A robust test for weak instruments with multiple endogenous regressors

Saved in:

Authors and Corporations:

Lewis, Daniel J. (Author), Mertens, Karel (Author)

Other Authors:

Mertens, Karel [Author]

Type of Resource:

E-Book

Language:

English

published:

New York, NY Federal Reserve Bank of New York [2022]

Series:

Subjects:

instrumental variables

weak instruments test

multiple endogenous regressors

heteroskedasticity

serial correlation

Graue Literatur

Source:

Verbunddaten SWB
Lizenzfreie Online-Ressourcen

Parent items:
Federal Reserve Bank of New York: Staff reports